A spokesperson for the IPCC , which acts as a police watchdog, said it was now considering whether to look into the force’s handling of the incident.

The man, in his 40s, was believed to have gone missing from a central London hospital just after midnight, with police attempting to trace him without success. He is believed to have been admitted due to concerns about his mental wellbeing.

The Duke and Duchess and their two children are currently at their Norfolk home Anmer Hall, however Harry is thought to have been asleep in his Nottingham Cottage in the palace grounds at the time the incident took place.

However, Kate had only hours earlier given a speech for Children's Mental Health Week on the importance of tackling mental issues.

Ambulance crews and firefighters tried to help but the man was pronounced dead a short while later.

The IPCC told getwestlondon that it was made aware of the incident at the time and had investigators deployed to the scene.

Police have not named the deceased and are continuing with its investigations.